+386.0%
WDC vs AWK
+2.5%
+383.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.8% |
| 7D | +4.4% | -0.7% | +5.2% | +3.5% |
| 30D | +5.3% | +2.8% | +2.5% | +9.3% |
| 3M | -5.9% | +11.3% | -17.2% | +7.9% |
| 6M | +73.2% | +6.7% | +66.5% | +93.7% |
| YTD | +167.8% | +9.4% | +158.5% | +207.6% |
| 1Y | +386.0% | +3.7% | +382.3% | +436.4% |
| All | +386.0% | +2.5% | +383.5% | +436.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling